Let me rephrase the question. Is there any reason anybody would use escrow if the coin is already traded on an exchange?
I assume that using an exchange eliminates the scam risk part, so it does not matter that it is irreversible. I know an exchange (like Mt Gox) can of course go out of business, but it seems like that risk is less than the risk of the escrow company going out of business.
High volume transactions are way cheaper than paying depositing , trading and withdrawal fee. All of that 2 times.
Many escrows will offer a flat rate for deals.